Title
Causality on cross-sectional data: Stable specification search in constrained structural equation modeling.
Abstract
Causal modeling has long been an attractive topic for many researchers and in recent decades there has seen a surge in theoretical development and discovery algorithms. Generally discovery algorithms can be divided into two approaches: constraint-based and score-based. The constraint-based approach is able to detect common causes of the observed variables but the use of independence tests makes it less reliable. The score-based approach produces a result that is easier to interpret as it also measures the reliability of the inferred causal relationships, but it is unable to detect common confounders of the observed variables. A drawback of both score-based and constrained-based approaches is the inherent instability in structure estimation. With finite samples small changes in the data can lead to completely different optimal structures. The present work introduces a new hypothesis-free score-based causal discovery algorithm, called stable specification search, that is robust for finite samples based on recent advances in stability selection using subsampling and selection algorithms. Structure search is performed over Structural Equation Models. Our approach uses exploratory search but allows incorporation of prior background knowledge. We validated our approach on one simulated data set, which we compare to the known ground truth, and two real-world data sets for Chronic Fatigue Syndrome and Attention Deficit Hyperactivity Disorder, which we compare to earlier medical studies. The results on the simulated data set show significant improvement over alternative approaches and the results on the real-word data sets show consistency with the hypothesis driven models constructed by medical experts.
Year
DOI
Venue
2015
10.1016/j.asoc.2016.10.003
Applied Soft Computing
Keywords
Field
DocType
Causal modeling,Structural equation model,Stability selection,Multi-objective evolutionary algorithm,NSGA-II
Drawback,Data mining,Data set,Causality,Structural equation modeling,Computer science,Cross-sectional data,Artificial intelligence,Exploratory search,Causal model,Mathematical optimization,Ground truth,Machine learning
Journal
Volume
ISSN
Citations 
52
1568-4946
3
PageRank 
References 
Authors
0.43
26
5
Name
Order
Citations
PageRank
ridho rahmadi130.43
Perry Groot217517.36
marianne j heins340.82
hans knoop440.82
Tom Heskes51519198.44